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Arbitrage

Arbitrage Scanner Pro [Multi-Asset Dashboard]⚡ Arbitrage Scanner Pro ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📌 OVERVIEW Arbitrage Scanner Pro is a multi-asset monitoring and arbitrage detection system that displays 3 assets simultaneously on one chart. It detects trend divergences between correlated assets, identifies arbitrage opportunities in real-time, and uses speed simulation to make indicators react as if running on sub-minute timeframes (10s, 15s, 30s). ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🧠 HOW IT WORKS 🔹 Speed Simulation Engine TradingView's minimum timeframe is 1 minute. This indicator mathematically scales indicator parameters to simulate faster reactions: • Normal (1m) → Standard indicator behavior • Simulate 30s → Parameters divided by 2 (2x faster reactions) • Simulate 15s → Parameters divided by 4 (4x faster reactions) • Simulate 10s → Parameters divided by 6 (6x faster reactions) Example in 15s mode: EMA 20 becomes EMA 5, RSI 14 becomes RSI 4, Supertrend Length 5 becomes 1. 🔹 Signal Logic Each asset runs the same strategy independently using its own price data: LONG conditions (all must be true): ✅ Supertrend = Bullish (green) ✅ Close > EMA of Highs (breakout above channel) ✅ RSI > 60 (strong momentum) ✅ RSI > RSI Moving Average (momentum accelerating) ✅ Supertrend outside EMA channel (trending, not choppy) SHORT conditions (all must be true): ✅ Supertrend = Bearish (red) ✅ Close < EMA of Lows (breakdown below channel) ✅ Supertrend outside EMA channel (trending, not choppy) The "Supertrend outside EMA channel" filter is the key innovation — it eliminates false signals during sideways consolidation by only allowing signals when the market shows a clean directional trend. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 MULTI-ASSET DISPLAY The indicator creates a stacked 3-panel layout in a single pane: • Asset A (Main) → Your chart's symbol with overlay indicators • Asset B (Secondary) → Normalized candles in 0-100 range with full OHLC • Asset C (Third) → Normalized candles shifted below with adjustable gap Each secondary asset displays: 📊 Ticker name (e.g., ETHUSDT) 🏛️ Exchange/broker name (e.g., BINANCE) — auto-parsed from symbol 💲 Live price with up to 4 decimal precision 📈 Bar-to-bar percentage change with color coding Price normalization formula: Normalized = (Price - 200-bar Low) ÷ (200-bar High - 200-bar Low) × 100 All indicators (EMA channels, Supertrend) are also normalized to the same scale. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔍 ARBITRAGE DETECTION The core feature — compares trend directions and signal timing across all 3 assets. 🔹 Signal Divergence (strongest signal): Fires when two assets generate OPPOSITE signals on the same bar. Example: Asset A = LONG while Asset B = SHORT → ⚠️ Arbitrage Opportunity 🔹 Trend Divergence (ongoing): Tracks when assets have different Supertrend directions. Measured as a Divergence Score from 0/3 (all aligned) to 3/3 (all different). 🔹 Convergence Detection: Fires when ALL 3 assets trigger the same signal simultaneously. All LONG → Maximum bullish confirmation. All SHORT → Maximum bearish confirmation. 🔹 Visual Feedback: • Yellow background flash → Signal divergence detected • Green background flash → All assets triggered LONG • Pink background flash → All assets triggered SHORT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📋 DASHBOARD The professional dashboard table shows real-time data for all assets: • ASSET → Parsed ticker name with emoji identifier • EXCHANGE → Auto-detected exchange/broker (BINANCE, COINBASE, FX, etc.) • PRICE → Live close price • CHANGE → Bar-to-bar % change (green/red) • TREND → Supertrend direction (▲ BULL / ▼ BEAR) • SIGNAL → Current state (🚀 LONG! / 🔻 SHORT! / 🟢 Long / 🔴 Short / ⚪ Neutral) Arbitrage Status Section: • Overall divergence assessment with descriptive message • Pair-by-pair comparison (A↔B, A↔C, B↔C) — DIVERGED or ALIGNED • RSI values for all 3 assets side-by-side • Divergence score (0/3 to 3/3) Dashboard size, position, and label sizes are all adjustable. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ SETTINGS 🔹 Speed Mode: Scan Speed → Normal (1m) / Simulate 30s / Simulate 15s / Simulate 10s 🔹 Detection Settings: Trend Detection Length → Supertrend ATR lookback (default: 5) Sensitivity Factor → Supertrend ATR multiplier (default: 1.0) Channel Length → EMA lookback for high/low channel (default: 20) Momentum Length → RSI period (default: 14) 🔹 Asset Configuration: Asset B and Asset C can be independently enabled/disabled with custom symbols and candle colors. 🔹 Display Settings: Show Trend Overlays → Toggle EMA and Supertrend on secondary charts Signal Style → Labels / Arrows / Both Gap Between Charts → 80 to 500 (vertical spacing) Signal Label Offset → Distance of signal labels from candles 🔹 Size Settings: Dashboard Text Size → Tiny / Small / Normal / Large Chart Label Size → Tiny / Small / Normal / Large / Huge Signal Label Size → Tiny / Small / Normal / Large / Huge Dashboard Position → 9 positions (Top/Mid/Bottom × Left/Center/Right) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔔 ALERTS (12 Total) Individual (6): • Asset A LONG / SHORT • Asset B LONG / SHORT • Asset C LONG / SHORT Combined (2): • ANY asset LONG • ANY asset SHORT Arbitrage-Specific (4): • ⚠️ Signal Divergence detected (opposite signals on same bar) • 🟢 All 3 assets LONG convergence • 🔴 All 3 assets SHORT convergence • 🔶 High divergence score (2+/3) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 USE CASES 🔹 Cross-Exchange Arbitrage: Monitor BTC on BINANCE, COINBASE, and BYBIT simultaneously. When one exchange shows LONG while another shows SHORT, a price discrepancy exists. 🔹 Crypto Correlation Trading: Watch BTC, ETH, and SOL together. BTC often leads — when BTC triggers LONG first, altcoins typically follow. Enter altcoins on confirmation. 🔹 Forex Multi-Pair Scanning: Monitor EURUSD, GBPUSD, and USDJPY. When EUR and GBP both show LONG while JPY shows SHORT, it confirms broad USD weakness. 🔹 Index + Sector Rotation: Track S&P 500 futures alongside QQQ (tech) and XLF (financials). Divergences between sectors reveal which is driving the market. 🔹 News Event Reaction: Monitor Gold, Dollar Index, and 10-Year Yields during economic releases. The 10s simulation catches reactions within the first minute candle. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT NOTES • This uses 1-minute OHLC data — it does NOT create actual sub-minute candles • Signals fire at bar close, not mid-candle • The 0-100 normalization can make small moves appear larger • This is a detection tool — trade execution requires separate infrastructure • Best used on 1-minute charts where the speed simulation is calibrated • Always combine with proper risk management ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 RECOMMENDED SETTINGS Crypto (High Volatility): Sim 15s, Length 5, Factor 1.0, Channel 20 Crypto (Low Volatility): Sim 30s, Length 7, Factor 1.5, Channel 25 Forex Majors: Sim 30s, Length 5, Factor 1.5, Channel 20 Stock Indices: Sim 30s, Length 5, Factor 1.0, Channel 15 News Events: Sim 10s, Length 3, Factor 0.5, Channel 10
Pine Script® indicator
by ZakAlgo_Trade
Hide Non-Trading Sessions Smart LineEnglish / Английский Title: Smart Line Gap (Hide Non-Trading Sessions) Description: This indicator is designed for traders who need a clean visual environment, especially when working with different market sessions (like MOEX-Forex arbitrage). It solves the common issue of "cluttered" line charts during non-trading hours. Standard TradingView line charts connect the previous day's close to the current day's open with a long diagonal line. This script uses style_linebr logic to physically break the line during weekends and off-hours, ensuring no "ghost" connections are drawn. Key Features: Weekend Hiding: Automatically hides Saturday and Sunday data. Custom Session Gaps: Define any time range (e.g., overnight gaps or maintenance breaks) to stop the line from rendering. No Connection Lines: The chart creates a clean break instead of drawing a straight line through inactive periods. Timezone Support: Easily sync with your local exchange time (e.g., UTC+3 for Moscow or UTC+0 for GMT). Usage Tip: For the best experience, hide the default price chart in the "Symbol" settings (make it transparent) to leave only the "smart" line visible. Russian / Русский Название: Smart Line Gap (Hide Non-Trading Sessions) Описание: Этот индикатор разработан специально для трейдеров, торгующих на стыке сессий (например, MOEX и Forex), где важно видеть только активные торговые часы без визуального шума. В отличие от стандартного линейного графика TradingView, который соединяет последнюю цену закрытия вчерашнего дня с открытием сегодняшнего длинной косой линией, этот скрипт использует логику style_linebr. Это позволяет физически прерывать линию в нерабочие часы и выходные. Основные возможности: Скрытие выходных: Автоматически убирает субботу и воскресенье. Кастомные сессии: Вы можете задать любой диапазон (например, ночной клиринг или паузы), чтобы линия в это время не рисовалась. Отсутствие соединительных линий: В нерабочие периоды график просто прерывается, не создавая ложных визуальных трендов. Настройка часового пояса: Удобно для синхронизации графиков разных бирж. Как использовать: Скройте основной график в настройках символа (сделайте его прозрачным), чтобы видеть только «чистую» линию индикатора.
Pine Script® indicator
by Another363
TICK Arbitrage Toolkit [LuxAlgo]The TICK Arbitrage Toolkit is a specialized institutional internal analysis tool designed to track market breadth and identify high probability reversal zones through TICK and TICKQ index monitoring. It provides real time visualization of market sentiment and internal extremes to assist traders in index scalping and mean reversion strategies. 🔶 USAGE The indicator identifies three distinct extension levels to signal when market internals are reaching extreme overbought or oversold conditions. Traders use these extensions to anticipate potential price exhausts or trend reversals in major indices like the S&P 500 or Nasdaq 100. The toolkit maps the NYSE TICK or NASDAQ TICKQ values directly onto the price chart by colorizing bars and providing visual markers. A gradient system transitions bar colors based on the intensity of the TICK value, allowing for a clear interpretation of internal momentum without needing a separate pane. 🔹 Extension Levels The script utilizes three configurable extension levels (defaulting to 800, 1000, and 1200) to categorize the strength of the internal move. Extension 1: Displays a single marker and begins tracking for new session highs or lows. Extension 2: Displays two vertical markers to indicate increasing internal pressure. Extension 3: Displays three vertical markers and reaches maximum color opacity, signaling an extreme arbitrage opportunity. 🔹 Session Tracking The toolkit automatically tracks the session high and low for the selected TICK source. When the market reaches a New High of Day (NHOD) or New Low of Day (NLOD) in the internals, a professional label is printed to highlight the breakout. 🔶 DETAILS The toolkit includes a Refresh Frequency setting that allows the script to process data at a higher resolution than the chart timeframe. By selecting a sub minute frequency such as 1S or 5S, the indicator can react to internal spikes that occur within a single chart bar. The Include High/Low Extremes feature ensures that brief intrabar spikes are captured. Rather than only looking at the close of the TICK bar, the script evaluates the high and low to find the maximum magnitude, providing a more accurate representation of true market stress. 🔶 SETTINGS 🔹 Settings TICK Source: Select between NYSE TICK for S&P 500 analysis or NASDAQ TICKQ for Nasdaq 100 analysis. Refresh Frequency: Determines how often the internal data is sampled. Lower values provide more granular intrabar detail. Include High/Low Extremes: When enabled, the script uses the absolute highest or lowest value within the sampling period to capture spikes. Extension 1, 2, 3: Numeric thresholds for the three levels of arbitrage intensity. 🔹 Style Positive TICK Color: The color used for positive internal readings (typically associated with overbought/reversal zones). Negative TICK Color: The color used for negative internal readings (typically associated with oversold/reversal zones). Marker Style: Choose between Circles, Triangles, or None for the extension level markers. 🔹 Dashboard Dashboard: Toggles the visibility of the on screen data table. Position: Moves the dashboard to different corners of the chart. Size: Adjusts the scale of the dashboard text and cells.
Pine Script® indicator
by LuxAlgo
Arbitrage Monitoring [ZurvanEG]⯁ Advanced Multi-Market Arbitrage & Liquidity Scanner ◇ Overview This professional-grade analysis suite is designed to detect, validate, and visualize cross-exchange price inefficiencies in real-time. Unlike standard gap scanners, this engine employs a Statistical Validation Layer to filter out market noise, ensuring that only high-quality, actionable Arbitrage opportunities are presented. Whether analyzing Crypto Assets across centralized exchanges or Forex & Commodities across top-tier brokers, this tool transforms fragmented liquidity data into a unified, actionable dashboard. ◈ Dual-Engine Architecture The system adapts its scanning logic based on the asset class: ⬥ Crypto Mode: Scans a network of major CEXs (Binance, OKX, Kraken, etc.) with specific algorithms for USDT-paired volatility and volume weighting. ⬥ Forex Mode: Connects to premium liquidity providers (OANDA, Saxo, IC Markets) to monitor fiat pairs and Gold (XAUUSD), calibrated for tight spreads and high-frequency precision. ◈ Operational Modes & Scanning Logic This system offers two distinct engine modes, allowing traders to switch between Deep Granular Analysis and Broad Market Surveillance: ⬥ Deep Dive (Chart Asset Focus) ⬦ Precision Analysis: This mode directs the full processing power of the script to the single asset currently displayed on your chart. ⬦ Dynamic Ticker Recognition: It automatically extracts the base asset (e.g., “BTC” from “BTCUSDT”) and instantly queries the entire network of supported exchanges (20+ sources) to find the absolute best Buy/Sell prices available globally. ⬥ Multi-Asset Scanner (Watchtower Mode) ⬦ Market-Wide Surveillance: Acts as a background radar system. Instead of focusing on one chart, it continuously monitors a user-defined “Asset Universe” (up to 5 custom instruments) simultaneously. ⬦ Resource Balancing: The engine intelligently allocates resources to track the spread quality for your entire watchlist in real-time, regardless of which symbol is currently on your chart. ◈ Smart Validation & Risk Engine Unlike simple price-gap tools, this indicator employs a multi-layered Statistical Verification Engine to filter out noise and ensure actionable opportunities. ⬥ Z-Score Contextualization: Instead of relying on fixed percentage thresholds, the engine calculates the Standard Deviation (Z-Score) of the current spread relative to its recent history. This distinguishes statistically significant anomalies from normal market volatility. ⬥ Stagnancy Protection (Anti-Freeze): Automatically detects and quarantines exchanges with “frozen” data feeds. If a price remains unchanged for a user-defined number of bars, the source is flagged as stale to prevent false signals caused by API disconnects or illiquid order books. ⬥ Liquidity & Volume Filters: Ensures that price gaps are backed by real market depth. The engine filters out “ghost” arbitrage opportunities on exchanges with insufficient volume, protecting traders from getting trapped in illiquid positions. ⬥ Stability Counters: Requires an opportunity to persist for a minimum number of consecutive bars (Stability Bars) before validation. This rules out HFT (High-Frequency Trading) flickers and latency-based ghosts that are impossible to execute manually. ◈ Visualization Suite & Intelligent Dashboard This indicator bridges the gap between raw data processing and visual decision-making, offering two synchronized layers of market insight: ⬥ The Arbitrage Cloud (Chart Overlay) ⬦ Spatial Spread Representation: Unlike traditional line indicators, this feature renders the arbitrage opportunity as a dynamic, semi-transparent cloud directly on your price chart. It visualizes the physical gap between the Global Best Buy Price (Lowest Ask) and the Global Best Sell Price (Highest Bid). ⬦ Contextual Volatility Analysis: By overlaying this cloud on the asset’s candles, traders can instantly assess the magnitude of the spread relative to current price action. You can visually correlate spread widenings with specific market events, support/resistance breakouts, or liquidity crunches without needing to look at a separate oscillator. ⬦ History Tracking Instead of a fleeting snapshot, the Arbitrage Cloud renders the complete historical trajectory of price inefficiencies directly on your chart. Contextual Backtesting: By plotting the cloud historically, you can visually backtest how spreads behave during specific market events (e.g., news releases, volatility spikes). This allows you to identify recurring patterns in liquidity fragmentation. Visualizing Spread Expansion/Contraction: See exactly when opportunities opened and closed in the past. The cloud’s width dynamically reflects the magnitude of historical arbitrage windows, helping you distinguish between fleeting wicks and sustained profitable trends. Correlation Analysis: Directly correlate spread widenings with price action (support/resistance, breakouts) to refine your entry and exit strategies based on proven historical behavior. ⬥ Command-Center Dashboard A professional-grade, tabular overlay designed to act as your central monitoring station. It goes beyond simple data display to provide actionable metrics: ⬦ Micro-Trend Sparklines: Integrated mini-charts within the table columns visualize the recent trajectory of the spread over the last Nbars. This allows you to identify whether an opportunity is expanding (opening up) or compressing (closing down) at a glance, without changing your chart timeframe. ⬦ Net Profit & ROI Logic: The dashboard includes a sophisticated Fee Adjustment Engine. Instead of showing theoretical “Gross Profit,” it optionally deducts user-defined trading fees (e.g., 0.1% maker/taker) and transfer costs. This presents the “True Net Profit,” filtering out opportunities that look good on paper but are unprofitable after costs. ⬦ Composite Quality Scoring (0-100): To simplify decision-making, the engine synthesizes multiple data points into a single “Quality Score.” ◈ Alert System Receive alerts only for opportunities that pass all validation filters (Z-Score, Stability, Volume). A built-in Smart Cooldown prevents notification spam, ensuring each alert is a distinct, actionable event. Every notification includes the essential data: ⬦ Asset & Spread % ⬦ Specific Buy/Sell Venues ◈ Conclusion The Arbitrage Monitoring represents a paradigm shift from standard retail indicators to institutional-grade market analysis. By synthesizing real-time liquidity fragmentation, statistical rigor (Z-Score), and cross-venue data aggregation, this engine solves the primary challenge of modern trading: Data Reliability. It does not merely flag price differences; it mathematically validates the quality and executability of those inefficiencies before they appear on your screen. For the discretionary trader, it acts as a Market Truth Revealer, exposing the hidden liquidity mechanics behind a single candle. For the quantitative arbitrageur, it serves as a robust Signal Validation Layer, filtering out latency noise to isolate genuine alpha. Whether deployed for High-Frequency Scalping in Crypto or Precision Hedging in Forex, this tool transforms the chaotic landscape of global pricing into a structured, actionable, and visually intuitive roadmap. It is the ultimate instrument for traders who demand to see the entire market, not just a single exchange.
Pine Script® indicator
by ZurvanEG
Arbitrage Matrix [LuxAlgo]The Arbitrage Matrix is a follow-up to our Arbitrage Detector that compares the spreads in price and volume between all the major crypto exchanges and forex brokers for any given asset. It provides traders with a comprehensive view of the entire marketplace, revealing hidden relationships among different exchanges for the same asset and offering easy, visual comparisons. 🔶 USAGE Arbitrage is the practice of taking advantage of price differences for the same asset across different markets. Arbitrage traders look for these discrepancies to profit from buying where it’s cheaper and selling where it’s more expensive to capture the spread. For begginers this tool is a clear snapshot of how different markets value the same asset, making global price dynamics easy to grasp. For advanced traders it is a powerful scanner for arbitrage setups, helping you identify where the biggest opportunities lie in real time. Arbitrage opportunities are often short‑lived, but they can be highly profitable. By showing you where spreads exist, this tool helps traders: Understand market inefficiencies Avoid trading at unfavorable prices Identify potential profit opportunities across exchanges By default, the tool searches all the enabled sources for the asset in the chart. It uses crypto exchanges as sources for crypto assets and forex brokers for all other assets. The data is displayed on a dashboard, which is the tool's only visual element. Traders can enable or disable any exchange or broker from the settings panel. All are enabled by default. 🔹 Displayable Data Traders can choose from four types of data to display: last price, last volume, average price, and average volume. Note that price and volume data may not be available for all assets at all sources, and sources without data will not be displayed. As the image shows, each chart displays a different type of data for the same asset. In this case, the asset is ETHUSDT. 🔹 Reading the Matrix Traders must read the data in a row-by-column format, as shown in the following example. Assume that we are charting BTCUSDT Daily. In the row, we have Exchange A; in the column, we have Exchange B. The data is the average price, and the value is 100. The default length for the average is 20. It reads like this: The average BTCUSDT price over the last 20 days is $100 higher on Exchange A than on Exchange B. If the value were -100, it would mean that the average price is $100 lower in Exchange A than in Exchange B. 🔹 Matrix Style Traders can change the colors and disable the background gradient, which is enabled by default. They can also fine-tune the location and dashboard size from the settings panel. 🔶 SETTINGS Sources: Choose between crypto exchanges, forex brokers, or automatic selection based on the asset in the chart. Average Length: Select the length for the price and volume averages. Crypto Exchanges: Enable or disable any available exchange. Forex Brokers: Enable or disable any available broker. 🔹 Dashboard Data: Select the data to display. Position: Select the dashboard location. Size: Select the dashboard size. 🔹 Style Bullish: Select bullish color. Bearish: Select bearish color. Background Gradient: Enable background gradient color.
Pine Script® indicator
by LuxAlgo
4
ALTINS1 Darphane Altin Sertifikasi Fair Value Tracker [ALPAY.B]This indicator displays the fair value of the Darphane Gold Certificate (ALTINS1) traded on Borsa Istanbul. It calculates the theoretical price based on 0.01 grams of Spot Gold (XAU/USD) converted to Turkish Lira (USD/TRY). This tool is essential for investors to monitor whether the certificate is trading at a significant premium or discount compared to its intrinsic gold value. Key Features: Real-time Fair Value calculation. Live Premium/Discount percentage tracking. Visual background warnings for overvalued conditions.
Pine Script® indicator
by AlbayB
Arbitrage Detector [LuxAlgo]The Arbitrage Detector unveils hidden spreads in the crypto and forex markets. It compares the same asset on the main crypto exchanges and forex brokers and displays both prices and volumes on a dashboard, as well as the maximum spread detected on a histogram divided by four user-selected percentiles. This allows traders to detect unusual, high, typical, or low spreads. This highly customizable tool features automatic source selection (crypto or forex) based on the asset in the chart, as well as current and historical spread detection. It also features a dashboard with sortable columns and a historical histogram with percentiles and different smoothing options. 🔶 USAGE Arbitrage is the practice of taking advantage of price differences for the same asset across different markets. Arbitrage traders look for these discrepancies to profit from buying where it’s cheaper and selling where it’s more expensive to capture the spread. For begginers this tool is an easy way to understand how prices can vary between markets, helping you avoid trading at a disadvantage. For advanced traders it is a fast tool to spot arbitrage opportunities or inefficiencies that can be exploited for profit. Arbitrage opportunities are often short‑lived, but they can be highly profitable. By showing you where spreads exist, this tool helps traders: Understand market inefficiencies Avoid trading at unfavorable prices Identify potential profit opportunities across exchanges As we can see in the image, the tool consists of two main graphics: a dashboard on the main chart and a histogram in the pane below. Both are useful for understanding the behavior of the same asset on different crypto exchanges or forex brokers. The tool's main goal is to detect and categorize spread activity across the major crypto and forex sources. The comparison uses data from up to 19 crypto exchanges and 13 forex brokers. 🔹 Forex or Crypto The tool selects the appropriate sources (crypto exchanges or forex brokers) based on the asset in the chart. Traders can choose which one to use. The image shows the prices and volumes for Bitcoin and the euro across the main sources, sorted by descending average price over the last 20 days. 🔹 Dashboard The dashboard displays a list of all sources with four main columns: last price, average price, volume, and total volume. All four columns can be sorted in ascending or descending order, or left unsorted. A background gradient color is displayed for the sorted column. Price and volume delta information between the chart asset and each exchange can be enabled or disabled from the settings panel. 🔹 Histogram The histogram is excellent for visualizing historical values and comparing them with the asset price. In this case, we have the Euro/U.S. Dollar daily chart. As we can see, the unusual spread activity detected since 2016, with values at or above 98%, is usually a good indication of increased trader activity, which may result in a key price area where the market could turn around. By default, the histogram has the gradient and smoothing auto features enabled. The differences are visible in the chart above. On top is an adaptive moving average with higher values for unusual activity. At the bottom is an exponential moving average with a length of 9. The differences between the gradient and solid colors are evident. In the first case, the colors are in sync with the data values, becoming more yellow with higher values and more green with lower values. In the second case, the colors are solid and only distinguish data above or below the defined percentiles. 🔶 SETTINGS Sources: Choose between crypto exchanges, forex brokers, or automatic selection based on the asset in the chart. Average Length: Select the length for the price and volume averages. 🔹 Percentiles Percentile Length: Select the length for the percentile calculation, or enable the use of the full dataset. Enabling this option may result in runtime errors due to exceeding the allotted resources. Unusual % >: Select the unusual percentile. High % >: Select the high percentile. Typical % >: Select the typical percentile. 🔹 Dashboard Dashboard: Enable or disable the dashboard. Sorting: Select the sorting column and direction. Position: Select the dashboard location. Size: Select the dashboard size. Price Delta: Show the price difference between each exchange and the asset on the chart. Volume Delta: Show the volume difference between each exchange and the asset on the chart. 🔹 Style Unusual: Enable the plot of the unusual percentile and select its color. High: Enable the plot of the high percentile and select its color. Typical: Enable the plot of the typical percentile and select its color. Low: Select the color for the low percentile. Percentiles Auto Color: Enable auto color for all plotted percentiles. Histogram Gradient: Enable the gradient color for the histogram. Histogram Smoothing: Select the length of the EMA smoothing for the histogram or enable the Auto feature. The Auto feature uses an adaptive moving average with the data percent rank as the efficiency ratio.
Pine Script® indicator
by LuxAlgo
7
Spot-Futures SpreadSpot-Futures Spread Indicator A comprehensive indicator that automatically calculates and visualizes the percentage spread between spot and perpetual futures prices across multiple exchanges. Key Features: Automatic Exchange Detection - Automatically detects your current exchange and finds the corresponding spot/futures pair Smart Fallback System - If the counterpart isn't available on your exchange, it automatically searches across 7+ major exchanges (Binance, Bybit, OKX, Gate.io, MEXC, KuCoin, HTX) and uses the first valid match Multi-Exchange Support - Works with 14 exchanges including Binance, Bybit, OKX, MEXC, BitGet, Gate.io, KuCoin, and more Clear Exchange Attribution - Shows exactly which exchanges are providing spot and futures data in the statistics table Configurable Moving Average - Track the average spread with customizable period Standard Deviation Bands - Identify unusual spread conditions with Bollinger-style bands Built-in Alerts - Get notified when spread crosses bands or zero (parity) Statistics Table - Real-time stats showing current spread, MA, std dev, and bands Manual Override Options - Advanced users can manually specify exchanges and symbols How It Works: The indicator calculates the spread as: (Futures Price - Spot Price) / Spot Price × 100 Positive spread = Futures trading at a premium (contango) Negative spread = Futures trading at a discount (backwardation) Zero = Parity between spot and futures Use Cases: Funding Rate Analysis - Correlates with perpetual funding rates Arbitrage Opportunities - Identify significant spot-futures divergences Market Sentiment - Premium/discount indicates bullish/bearish positioning Cross-Exchange Analysis - Compare spreads when spot and futures are on different exchanges Smart Features: Works whether you're viewing a spot or futures chart Automatically handles exchange-specific perpetual contract naming (.P, PERP, SWAP, etc.) Color-coded visualization (green for premium, red for discount) Customizable colors and display options Background shading based on spread direction Perfect For: Crypto traders monitoring funding rates, arbitrage traders, market makers, and anyone interested in spot-futures dynamics across multiple exchanges. Getting Started: Simply add the indicator to any spot or perpetual futures chart. It will automatically detect the exchange and find the corresponding pair. The statistics table shows which exchanges are being used for maximum transparency. Note: The indicator automatically ignores invalid symbols, so you'll never see errors even if a specific pair doesn't exist on a particular exchange. Kudos to @AlekMel that made the "Spot - Fut Spread v2" indicator that I enhance the Automatic detection feature which was not working in some case.
Pine Script® indicator
by sharkonet
Crypto Futures Basis Tracker (Annualized)🧩 What is Basis Arbitrage Basis arbitrage is a market-neutral trading strategy that exploits the price difference between a cryptocurrency’s spot and its futures markets. When futures trade above spot (called contango), traders can buy spot and short futures, locking in a potential yield. When futures trade below spot (backwardation), the reverse applies — short spot and go long futures. The yield earned (or cost paid) by holding this position until expiry is called the basis. Expressing it as an annualized percentage allows comparison across different contract maturities. ⚙️ How the Indicator Works This tool calculates the annualized basis for up to 10 cryptocurrency futures against a chosen spot price. You select one spot symbol (e.g., BITSTAMP:BTCUSD) and up to 10 futures symbols (e.g., DERIBIT:BTCUSD07X2025, DERIBIT:BTCUSD14X2025, etc.). The script automatically computes the days-to-expiry (DTE) and the annualized basis for each future. A table displays for each contract: symbol, expiry date, DTE, last price, and annualized basis (%) — making it easy to compare the forward curve across maturities. ⚠️ Risks and Limitations While basis arbitrage is often considered low-risk, it’s not risk-free: Funding and financing costs can erode returns, especially when borrowing or using leverage. Exchange or counterparty risk — if one leg of the trade fails (e.g., exchange default, margin liquidation), the hedge breaks. Execution and timing risk — the basis can tighten or invert before both legs are opened. Liquidity differences — thin futures may have large bid-ask spreads or slippage. Use this indicator for analysis and monitoring, not as an automated trading signal. Disclaimer: Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting. This post and the script don't provide any financial advice.
Pine Script® indicator
by QuantNomad
PCP Arbitrage Monitor (Math by Thomas)Live monitor for Put–Call Parity (C + PV(K) = P + S) showing drift, arbitrage direction, and opportunity strength. The PCP Arbitrage Monitor helps traders visualize and quantify deviations from the Put–Call Parity (PCP) relationship: 𝐶+𝐾𝑒−𝑟𝑇 = 𝑃+𝑆 When this equation drifts, it indicates a potential arbitrage opportunity between call, put, and underlying (spot or future). This indicator plots the left-hand side (LHS) and right-hand side (RHS) of the PCP equation on your chart, computes the drift, and automatically highlights and displays actionable trade combinations when the deviation exceeds a set threshold. ⚙️ How It Works Inputs Call & Put Symbols – Select matching call and put options (same strike & expiry). Strike (K) – The strike price for those options. Expiry (UTC) – Option expiry date/time (used to calculate 𝑇 and PV(K)). Risk-free Rate (r) – Annualized rate used for discounting the strike. Lot Size / Tick Value – Used to calculate profit in INR. Arbitrage Threshold – Minimum drift (in points) to trigger signals (default 200). Displayed Data LHS = C + PV(K) (Call + discounted Strike) RHS = P + S (Put + Spot/Future) Drift = LHS – RHS Bookable Profit (INR) Action Suggestion (only when |drift| ≥ threshold) Background Highlight 🟩 Green – Call side expensive → Sell Call + Buy Put + Buy Fut 🟥 Red – Call side cheap → Buy Call + Sell Put + Sell Fut Table Displays all key values live in the top-right corner: Option prices LHS, RHS Drift (points) Time to expiry Lot size Bookable profit (INR) Trade action (only if |drift| ≥ threshold) 📈 How to Use Open a NIFTY Spot or Futures chart (works on both). Enter the exact option symbols (e.g., NSE:NIFTY24DEC21900CE and NSE:NIFTY24DEC21900PE). Adjust Strike (K) and Expiry to match those options. Observe: The green/red background highlights large deviations (≥ threshold). The Action cell displays the arbitrage combination and expected profit. A drift beyond the threshold suggests a potential risk-free arbitrage if executed simultaneously across all legs. Hold positions till expiry if margin allows; the profit is theoretically locked in. 💡 Tips Works on both Spot and Futures charts — the script auto-uses the chart’s close as 𝑆 Set smoothing to 0 to see raw parity values. Adjust threshold based on costs and margin — e.g., 150–200 points for NIFTY is practical. Only valid when options are European (no early exercise risk). Ensure both option symbols are liquid and from the same expiry. ⚠️ Disclaimer This tool is for educational and analytical purposes. Real arbitrage execution depends on liquidity, bid-ask spread, slippage, and margin requirements. Always validate prices with your broker before trading.
Pine Script® indicator
by MathThomas
Cash and Carry Strategy and Profit ExpectationCash and Carry Strategy and Profit Expectation In contemporary finance, price discrepancies between spot markets and futures markets represent a significant source of profit opportunities. One of the most established and widely utilized methods of arbitrage to exploit these discrepancies is the Cash and Carry Strategy. This approach is not speculative in nature, but rather market-neutral, grounded in the principle that the spot price and the futures price of an asset must converge upon the expiration of the futures contract. The essence of the strategy lies in simultaneously purchasing the underlying asset in the spot market and selling an equivalent position in the futures market. By doing so, the investor holds the physical or underlying asset while securing a predetermined selling price through the futures contract. The difference between the futures price and the spot price at the inception of the trade—referred to as the carry spread—becomes the expected profit of the strategy. Because the spot position and the futures position are of equal size but opposite direction, the investor is largely insulated from fluctuations in the underlying asset’s price. Any losses incurred in the spot position due to price declines are offset by corresponding gains in the futures position, and vice versa. The net result is a locked-in profit equal to the carry spread, provided that costs are properly accounted for. For this reason, the Cash and Carry is categorized as a market-neutral strategy, attractive to institutional investors and funds seeking stable, predictable returns while minimizing exposure to volatility. In practice, however, the realized profit depends on more than the raw spread between futures and spot. Transaction costs, exchange commissions, and financing expenses must all be deducted from the gross profit. In many cases, these costs can erode, or even entirely eliminate, the arbitrage margin. Careful calculation and capital management are therefore essential for effective implementation. Beyond its profit potential, the Cash and Carry strategy also plays a systemic role in maintaining market efficiency. When futures contracts are overpriced relative to their theoretical fair value, arbitrageurs enter into Cash and Carry positions, which exert downward pressure on the futures price and upward pressure on the spot price. This process restores equilibrium, ensuring consistency with the Law of One Price, which states that identical assets should not persistently trade at different prices. Thus, the strategy not only benefits individual investors but also contributes to the overall stability and fairness of financial markets. In conclusion, the Cash and Carry strategy exemplifies how arbitrage can serve as both a tool for profit generation and a mechanism of systemic balance. It demonstrates that investors need not rely on forecasting the direction of markets to achieve returns; rather, they can profit from temporary inefficiencies in price structures. Ultimately, the strategy’s significance lies not only in its ability to secure predictable profit through the carry spread but also in its broader contribution to the efficiency and stability of global financial systems.
Pine Script® indicator
by Wongsakon
Kimchi Premium Dashboard (Final)📜 Kimchi Premium Dashboard (Live & Daily Log) 🚀 Summary This indicator is an all-in-one dashboard that tracks the real-time price difference of USDT (Tether) between a Korean exchange (Upbit) and a global exchange (Coinbase). This difference is commonly known as the "Kimchi Premium" (Kimp) or "Reverse Premium." Going beyond a simple premium display, this tool is designed to assist with arbitrage and swing trading strategies by providing intuitive visualizations, a smart multi-tier alert system, and a daily data logging feature. ✨ Key Features Real-time Premium Calculation: Accurately calculates the premium in percentage (%) based on the USDT prices from Upbit and Coinbase, and the live USD/KRW exchange rate. Intuitive Zone Visualization: Instantly identify whether the premium is in a Buy, Sell, or Neutral zone through dynamic background coloring. Smart Alert System: Delivers systematic alerts for key events like the initial -2.0% entry, a critical -2.5% breach, and subsequent new lows, all without unnecessary spam. (Can be toggled ON/OFF in settings). Hybrid Dashboard: Features both a real-time status label and a daily log that records the day's significant low points. 📊 Visual Components Explained Lines 🔵 Blue Line (Premium Line): This is the core real-time premium value (%). The position of this line is most important. 🟠 Orange Line (SMA Line): This is the moving average of the premium. It helps identify the overall trend beyond short-term volatility. Zones 🟩 Green Zone (Buy Zone): This area, typically below -2.0%, indicates a "Reverse Premium" where the Korean price is significantly lower than the global price. It represents a potential buying opportunity for arbitrage. 🟥 Red Zone (Kimp Zone): This area, typically above 0%, indicates a "Kimchi Premium" where the Korean price is higher. This represents a potential selling or profit-taking opportunity. Dashboard Live Status Label: Located on the right, this label displays the precise premium value, the current zone status (Buy/Sell/Neutral), and the SMA value in real-time. Today's Lows Log: Located on the left, this table records the time and level of significant lows (below -2.5%) broken during the day. It resets automatically at midnight (UTC). 🔔 Alerts & How to Use This indicator provides a systematic 3-tier alert system designed for arbitrage strategies. (Must be enabled via "Enable Real-time Alerts?" in settings). ✅ Good Opportunity (-2.0%): A one-time alert triggers upon the first entry into the initial buying zone. 🚨 BIG Opportunity (-2.5%): A distinct, high-priority alert triggers when this more critical level is breached. 📞 Granular Tracking (Below -2.5%): Receive alerts for each new low in -0.1% increments for precise tracking during the best opportunities. A recommended hybrid strategy is to keep alerts off for daily review using the "Today's Lows Log," and turn them on only during critical periods for real-time action. Disclaimer: The information provided by this indicator is for reference purposes only and does not constitute financial advice. All investment decisions and risks are the sole responsibility of the user.
Pine Script® indicator
by acdw12
Statistical Pairs Trading IndicatorZ-Score Stat Trading — Statistical Pairs Trading Indicator 📊🔗 --- What is it? Z-Score Stat Trading is a powerful indicator for statistical pairs trading and quantitative analysis of two correlated assets. It calculates the Z-Score of the log-price spread between any two symbols you choose, providing both long-term and short-term Z-Score signals. You’ll also see real-time correlation, volatility, spread, and the number of long/short signals in a handy on-chart table! --- How to Use 🛠️ 1. Add the indicator to your chart. 2. Select two assets (symbols) to analyze in the settings. 3. Watch the Z-Score plots (blue and orange lines) and threshold levels (+2, -2 by default). 4. Check the info table for: - Correlation - Volatility - Spread - Number of long (NL) and short (NS) signals in the last 1000 bars 5. Set up alerts for signal generation or threshold crossings if you want to be notified automatically. --- Trading Strategy 💡 - This indicator is designed for statistical arbitrage (mean reversion) strategies. - Long Signal (🟢): When both Z-Scores drop below the negative threshold (e.g., -2), a long signal is generated. → Buy Symbol A, Sell Symbol B, expecting the spread to revert to the mean. - Short Signal (🔴): When both Z-Scores rise above the positive threshold (e.g., +2), a short signal is generated. → Sell Symbol A, Buy Symbol B, again expecting mean reversion. - The info table helps you quickly assess the frequency of signals and the current statistical relationship between your chosen assets. --- Best Practices & Warnings 🚦 - Avoid high leverage! Pairs trading can be risky, especially during periods of divergence. Use conservative position sizing. - Check for cointegration: Before using this indicator, make sure both assets are cointegrated or have a strong historical relationship. This increases the reliability of mean reversion signals. - Check correlation: Only use asset pairs with a high correlation (preferably 0.8–0.9 or higher) for best results. The correlation value is shown in the info table. - Scale in and out gradually: When entering or exiting positions, consider doing so in parts rather than all at once. This helps manage slippage and risk, especially in volatile markets. --- ⚠️ Note on Performance: This indicator may work a bit slowly, especially on large timeframes or long chart histories, because the calculation of NL and NS (number of long/short signals) is computationally intensive. --- Disclaimer ⚠️ This script is provided for educational and informational purposes only . It is not financial advice or a recommendation to buy or sell any asset. Use at your own risk. The author assumes no responsibility for any trading decisions or losses.
Pine Script® indicator
by bratan2
4
Kimchi premium with BTC gap [BIGTAKER]📊 Kimchi Premium with BTC gap The BIGTAKER Kimchi Premium Indicator is a real-time tool that accurately tracks and visualizes the price discrepancy (Kimchi Premium) between the Korean KRW markets (Upbit or Bithumb) and global cryptocurrency exchanges. In addition to displaying the premium on altcoins, it compares the difference against Bitcoin's premium and highlights abnormal divergence through signal alerts and visual cues. 🔧 Key Features KRW Market Selection Users can select either Upbit or Bithumb as the reference Korean exchange. Only altcoins listed on the selected exchange will be analyzed and shown. Multi-Exchange Global Pricing The global reference price is not fixed to a single exchange like Binance. Instead, the indicator dynamically uses the price data from the exchange that the user opens on TradingView — such as OKX, BYBIT, BITGET, GATE.IO, MEXC, and more. If the global symbol is supported on TradingView, the corresponding market price is retrieved and converted into KRW using the FX rate, allowing real-time global-vs-Korea price comparison. Accurate Premium Calculation Altcoin Premium = ((KRW Price - Global Price in KRW) / Global Price in KRW) × 100 BTC Premium = ((BTC_KRW - BTC_USDT×FX) / (BTC_USDT×FX)) × 100 Premium Gap Signal Alerts When the gap between altcoin premium and Bitcoin premium exceeds a user-defined threshold (e.g., 3%), the chart highlights the bar with a yellow background, and a signal alert is triggered. Visual Data Representation Bar colors automatically change based on premium intensity BTC Kimchi Premium and Coinbase-Binance Premium lines are plotted together The latest candle shows a label with the coin name and premium value Integrated Alerts Fully compatible with TradingView alerts — allowing users to receive instant notifications when the premium gap crosses the defined threshold. ⚙️ User Settings Select Exchange: Choose domestic KRW market (Upbit / Bithumb) Premium Gap Threshold (%): Set the minimum gap between altcoin and BTC premium to trigger signals (default: 3%) 🧠 Use Cases Premium Gap Trading Strategies Identify altcoins with unusually high premium divergence compared to BTC and take positions based on mean-reversion logic. Market Overheating Detection Detect abnormal buying pressure or local overvaluation when an altcoin’s premium rapidly expands beyond normal ranges. Tracking Global vs. Korean Market Flow Monitor capital flows by comparing KRW market premiums to real-time global market pricing.
Pine Script® indicator
by BIGTAKER
Arbitrage Synthetic Spread Chart v2Powerful tool for analyzing market divergences and identifying arbitrage opportunities! It creates a synthetic spread chart between two assets, displaying it in a clear format and helping traders spot moments of maximum decorrelation. How does it work? The indicator takes the closing prices of two assets and calculates their difference (spread): spread = price1 - price2 Then, it constructs a price channel based on the highest and lowest values of the spread over a given period: -Upper boundary: The highest spread value over the period - Lower boundary: The lowest spread value over the period - Middle line: The average of the upper and lower boundaries Additionally, the indicator calculates the **correlation** between the two assets, helping traders assess their relationship strength. How to use it? When the spread reaches the channel boundaries, it may indicate an abnormal divergence between the assets. This serves as a signal for arbitrage trading: ✅ At the upper boundary: Sell Asset 1 and buy Asset 2 ✅ At the lower boundary: Buy Asset 1 and sell Asset 2
Pine Script® indicator
by Y_Goldman
Statistical Arbitrage Pairs Trading - Long-Side OnlyThis strategy implements a simplified statistical arbitrage (" stat arb ") approach focused on mean reversion between two correlated instruments. It identifies opportunities where the spread between their normalized price series (Z-scores) deviates significantly from historical norms, then executes long-only trades anticipating reversion to the mean. Key Mechanics: 1. Spread Calculation: The strategy computes Z-scores for both instruments to normalize price movements, then tracks the spread between these Z-scores. 2. Modified Z-Score: Uses a robust measure combining the median and Median Absolute Deviation (MAD) to reduce outlier sensitivity. 3. Entry Signal: A long position is triggered when the spread’s modified Z-score falls below a user-defined threshold (e.g., -1.0), indicating extreme undervaluation of the main instrument relative to its pair. 4. Exit Signal: The position closes automatically when the spread reverts to its historical mean (Z-score ≥ 0). Risk management: Trades are sized as a percentage of equity (default: 10%). Includes commissions and slippage for realistic backtesting.
Pine Script® strategy
by piirsalu
4
Crypto Arbitrage Scanner [CryptoSea]Crypto Arbitrage Scanner The Crypto Arbitrage Scanner is an advanced tool designed to help traders identify arbitrage opportunities across multiple cryptocurrency exchanges. With the ability to compare prices, volumes, and differences in price, this indicator is a must-have for any trader seeking to exploit cross-exchange inefficiencies in real time. Key Features Multi-Exchange Price and Volume Comparison: Tracks data from multiple major cryptocurrency exchanges, including BINANCE, COINBASE, KUCOIN, and others, allowing traders to easily compare prices and volume across platforms. Customizable Difference Metrics: Allows users to toggle between displaying price differences in percentages or absolute dollar values, depending on the preferred metric for arbitrage analysis. Sorting and Filtering Options: Includes user-defined sorting options to order the data by Price, Volume, or Difference, helping to prioritize potential arbitrage opportunities based on the trader's chosen criteria. Difference and Volume Thresholds: Users can specify the minimum volume and price difference thresholds, ensuring that only significant arbitrage opportunities are highlighted. Real-Time Alerts: Built-in alert conditions notify users when arbitrage opportunities exceed their defined price difference thresholds, helping traders respond instantly to market movements. The Crypto Arb Scanner displays a table of prices, volumes, and price differences across selected exchanges. Each exchange is listed along with the current close price, volume, and the difference in price compared to the average price across all exchanges. Highlighting is used to indicate significant differences that may present arbitrage opportunities. In the example below, we can see a highlighted opportunity in green showing that the price is below the user inputed thresold. How it Works Data Collection: Gathers real-time volume and price data from various exchanges using a streamlined process, allowing for a detailed comparison. Average Price Calculation: Computes the average price across all valid exchanges to identify where price discrepancies occur, providing a clear picture of arbitrage potential. Sorting Mechanism: Utilizes custom sorting based on user preferences, making it easy to quickly analyze and identify key opportunities. Dynamic Highlighting and Alerts: Price differences that exceed user-defined thresholds are highlighted, and alerts can be triggered for these arbitrage opportunities, allowing for a timely response. Application Arbitrage Trading: The Crypto Arb Scanner is ideal for traders looking to exploit price differences across exchanges, enabling efficient arbitrage opportunities. Market Efficiency Analysis: Offers insights into the consistency of prices across exchanges, which can help gauge the efficiency and liquidity of the markets being traded. Customizable Alerts: Set alerts based on price differences or volume, allowing traders to stay informed about changes without constantly monitoring the markets. The Crypto Arbitrage Scanner is a powerful addition to any trader's toolkit, offering comprehensive features to detect arbitrage opportunities with confidence. With real-time monitoring, customizable metrics, and a user-friendly interface, this tool allows traders to make informed decisions and capitalize on inefficiencies across exchanges.
Pine Script® indicator
by CryptoSeaTV
3
Z-Score Pairs TradingTitle: Z-Score Pairs Trading Indicator Description: This indicator implements a Z-score based pairs trading strategy, allowing traders to identify potential statistical arbitrage opportunities between two selected assets. Key Features: - Calculates Z-score for the price difference between any two user-selected symbols - Visualizes Z-score with customizable thresholds for signals - Generates long and short signals based on extreme Z-score values - Adaptable to various markets including stocks, ETFs, and commodities How It Works: 1. The indicator calculates the price difference between two selected symbols. 2. It then computes the Z-score of this difference, showing how far the current spread deviates from its historical average. 3. When the Z-score exceeds set thresholds (default ±2), the indicator generates trading signals. Settings: - Symbol A and Symbol B: Select any two tradable symbols to compare - Lookback Period: Number of periods for calculating the moving average and standard deviation Interpretation: - Z-score above 2: Potential short signal (pair is likely overextended) - Z-score below -2: Potential long signal (pair is likely oversold) - Z-score between -2 and 2: Normal trading range, no signals Visual Aids: - Blue line: Z-score - Dashed lines: Threshold levels at 0, ±1, and ±2 - Green triangles: Long signals - Red triangles: Short signals Disclaimer: This indicator is for educational and research purposes only. Trading carries a high level of risk. Always conduct your own analysis and manage your risk appropriately before entering any trade. Made by @marekfleisi
Pine Script® indicator
by Fleisi
7
Arbitrage Spread v3 : 12 spreads dashboard [Arby.Trade]This indicator allows you to track in real time the change in the spread (the difference in the exchange rate) between two assets simultaneously for 12 trading pairs. ⚙️ How does the indicator work? In the indicator settings menu, the user selects two trading pairs, for example BTCUSDT on the Binance exchange and BTCUSDT on the Bybit exchange, after which the script will receive prices from both exchanges and compare them with each other, calculating the percentage deviation between prices (spread). The script will do this work with all 12 trading pairs added to the script settings menu. The script can only work with those assets and exchanges that are on board TradingView, and this is not a small thing. ⚡️ How to use it? At times when the spread value is negative, this means that the price of the asset on the first exchange is less than on the second. That is, by buying an asset on the first exchange and selling it on the second one, you can earn money (of course, it is important to take into account the commissions of the exchanges for these transactions). When the spread is above zero, the opposite is true. The exchanges and the prices at which to buy are displayed in the green Buy row. Prices and exchanges for sale are in the Sell row and highlighted in red. When the spread is zero, the prices on both exchanges are the same and there is no arbitrage situation. To improve the accuracy of the indicator, try to use the minimum timeframe available for your TradingView subscription – minute or second. 🕒 Counter of arbitration situations For each trading pair, the table below the Buy row shows the number of arbitrage situations that have been on the asset for a certain period of time. In this case, an arbitrage situation is understood as the moment when the spread value exceeded the Signal Threshold Level set by the user. Each time the spread value of the Signal Threshold Level is exceeded, the counter will add one. The counter takes into account only those arbitrage situations that were on the market during the time period back from the current moment. For example, for a 1-hour period (1h) of the counter, the number of arbitration situations for the last hour will be displayed. For each asset you can simultaneously track the number of arbitrage situations during three selected time periods from 5 minutes to a day. The counter will allow you to evaluate the prospects of arbitrage of selected trading pairs. For example, if the number of arbitrage situations on a trading pair was 1-2 within an hour, then it is obvious that it is better not to waste time waiting for another such situation on this pair and look for the next one. 🔔 Setting up Alerts In the script settings, you can set the threshold value of the spread – Spread Signal Threshold. When this level is reached, the table related to the asset whose spread has reached this level will be highlighted. Also, this level is a signal level for setting up alerts from the indicator. To set up alerts, open the Alerts tab in the TradingView menu on the right. Click the "Create Alert" button. Then, in the window that opens, select this indicator in the "Condition" line. After that, you can set a name for this alert and complete the notification setup by clicking the "Create" button. We, the authors of this script, have been engaged in cryptocurrency arbitrage for a long time and, first of all, created it for ourselves and our daily arbitrage trading, but this does not prevent you from using it at your discretion for any types of assets and in any markets. We have a lighter version of the indicator that allows you to track the spread for only one trading pair or three at the same time. In these versions you can also view the chart of the spread itself, which can be useful for assessing the nature of the spread movement in the history. If this indicator seems too heavy for you and your device, you can use these lighter versions: 🧩  Arbitrage Spread v1 : 1 pair + 1 chart 🧩 Arbitrage Spread v2 : 3 pairs + 3 charts If, on the contrary, the capabilities of your hardware allow, do not forget that you can always add several indicators to your screen – for example, use the version with 12 pairs as a dashboard with many pairs, and in addition to it one of the versions with a spread chart and look at a more detailed picture of one or three instruments separately. -- Данный индикатор позволяет отслеживать в реальном времени изменение спреда (разницы в курсе) между двумя активами одновременно для 12 торговых пар. ⚙️ Как устроен индикатор? В меню настроек индикатора пользователь выбирает две торговые пары, например BTCUSDT на бирже Binance и BTCUSDT на бирже Bybit, после чего скрипт получит цены с обеих бирж и сравнит их между собой, рассчитав процентное отклонение между ценами (спред). Такую работу скрипт проделает со всеми 12 торговыми парами добавленными в меню настроек скрипта. Скрипт может работать только с теми активами и биржами, которые есть на борту TradingView, и это не мало. ⚡️ Как пользоваться? В моменты, когда значение спреда отрицательное, это означает, что цена на актив на первой бирже меньше, чем на второй. То есть, купив актив на первой бирже и продав его на второй можно заработать (конечно при этом важно учитывать комиссии бирж на совершение данных сделок). Когда спред выше нуля - наоборот. Биржи и цены, по которым надо покупать отображаются в зеленой строке Buy. Цены и биржи для продажи – в строке Sell и выделены красным цветом. Когда спред равен нулю – цены на обеих биржах одинаковы и арбитражная ситуация отсутствует. Для повышения точности работы индикатора старайтесь использовать минимально доступный для вашей подписки TradingView таймфрейм – минутный или секундный. 🕒 Счетчик арбитражных ситуаций По каждой торговой паре в таблице под строкой Buy отображается количество арбитражных ситуаций, которые были на инструменте в течение определенного промежутка времени. В данном случае под арбитражной ситуацией понимается момент, когда значение спреда превысило установленный пользователем сигнальный уровень спреда Signal Threshold Level. При каждом превышении значения спреда уровня Signal Threshold Level счетчик будет прибавлять единицу. Счетчик учитывает только те арбитражные ситуации, которые были на рынке в течение временного периода назад от текущего момента. К примеру, для 1-часового периода (1h) счетчика будет отображаться количество арбитражных ситуаций за последний час. По каждому инструменту одновременно можно отслеживать количество арбитражных ситуаций в течение трех выбранных временных периода от 5 минут до суток. Счетчик позволит оценить перспективность арбитража выбранных торговых пар. К примеру, если количество арбитражных ситуаций на торговой паре в течение часа было 1-2, то очевидно, что лучше не тратить время на ожидание очередной такой ситуации на данной паре и поискать следующую. 🔔 Настройка оповещений В настройках скрипта можно настроить пороговое значение спреда – Spread Signal Threshold. При достижении этого уровня будет подсвечена таблица относящаяся к активу, спред которого достиг этого уровня. Так же, этот уровень является сигнальным для настройки оповещений от индикатора. Для настройки оповещений откройте вкладку «Оповещения» в меню TradingView справа. Нажмите кнопку «Создать оповещение». Затем в открывшемся окне в строке «Условие» выберете данный индикатор. После чего вы можете задать название данному оповещению и завершить настройку оповещения, нажав кнопку «Создать». Мы, авторы данного скрипта, давно занимаемся арбитражем криптовалюты и, в первую очередь, создавали его для себя и своей каждодневной арбитражной торговли, но это не мешает вам использовать его по своему усмотрению для любых видов активов и на любых рынках. У нас есть более легкая версия индикатора, позволяющая отслеживать спред только по одной торговой паре или одновременно по трем. В этих версиях также можно просматривать график самого спреда, что может быть полезным для оценки характера движения спреда в истории. Если данный индикатор покажется для вас и вашего устройства слишком тяжелым вы можете воспользоваться этими более легкими версиями: 🧩  Arbitrage Spread v1 : 1 pair + 1 chart 🧩 Arbitrage Spread v2 : 3 pairs + 3 charts Если, наоборот, возможности вашего железа позволяют, не забывайте, что вы всегда можете добавить себе на экран несколько индикаторов – например, версию с 12 парами использовать как дашборд с множеством пар, а в дополнение к ней одну из версий с графиком спреда и смотреть более детальную картину по одному или трем инструментам отдельно.
Pine Script® indicator
by ArbyTrade
1
Arbitrage Spread v2 : 3 pairs + 3 charts [Arby.Trade] This indicator allows you to track in real time the change in the spread (the difference in the exchange rate) between two assets for three trading pairs at the same time. How does the indicator work? In the indicator settings menu, the user selects two trading pairs, for example BTCUSDT on the Binance exchange and BTCUSDT on the Bybit exchange, after which the script will receive prices from both exchanges and compare them with each other, calculating the percentage deviation between prices (spread). This setting can be made for three trading pairs. Keep in mind that the script can only work with those assets and exchanges that are on board TradingView, and this is quite a lot. According to the calculated value of spreads, the spread lines for three trading pairs are displayed on the screen. The spread lines move between values above zero and below. When the spread line is below zero, it means that the price of the asset on the first exchange is less than on the second. That is, by buying an asset on the first exchange and selling it on the second one, you can earn money (of course, it is important to take into account the commissions of the exchanges for these transactions). When the spread line is above zero, the opposite is true. When the spread is zero, the prices on both exchanges are the same and there is no arbitrage situation. Indicator settings. For a better visual representation of the current spread value, the indicator has the ability to set two threshold spread levels. The first threshold level is the level below which the spread is not interesting to the trader and he will not consider arbitrage deals. The second threshold level is the level of a particularly high spread. When the spread value exceeds the second threshold level, the spread values will be signed above the spread line, and the extreme values for the user-defined period of bars back will be additionally highlighted in a brighter color. Both threshold levels are displayed on the chart and the user can change their values in the indicator settings menu. The script allows you to leave only one spread line on the chart for one of the three trading pairs, while maintaining the display of indicator tables for three trading pairs. The script also allows you to completely disable the display of unnecessary trading pairs. If the volatility of the spread lines is too high and the spread lines from different trading pairs overlap each other, use the "Distance between charts" setting and increase its value until the display of all three charts becomes comfortable. Alerts. Additionally, you can set the threshold value of the spread, at which the script will send notifications from TradingView. We called it the Spread Signal Threshold. This threshold level has nothing to do with the visual thresholds described above. You can set a signal level exceeding the second visual threshold or make it lower, but it is important to understand that TradingView alerts will only be triggered if the Spread Signal Threshold is exceeded. This threshold level is common to all trading pairs, so notifications will be sent when this spread level is reached for any of the three trading pairs. To set up alerts, open the "Alerts" tab in the TradingView menu on the right. Click the "Create Alert" button. Then, in the window that opens, select this indicator in the "Condition" line. After that, you can set a name for this alert and complete the notification setup by clicking the "Create" button. We, the authors of this script, have been engaged in cryptocurrency arbitrage for a long time and, first of all, created it for ourselves and our daily arbitrage trading, but this does not prevent you from using it at your discretion for any types of assets and in any markets. We have a lighter version of the indicator that allows you to track the spread for only one trading pair. If this indicator seems too heavy for you and your device, you can use a lighter version . If, on the contrary, the capabilities of your hardware allow, do not forget that you can always add several copies of this indicator to your screen and simultaneously track not 3, but 6-9-12 and so on arbitrage pairs at the same time. ;) -- Данный индикатор позволяет отслеживать в реальном времени изменение спреда (разницы в курсе) между двумя активами по трем торговым парам. Как устроен индикатор? В меню настроек индикатора пользователь выбирает две торговые пары, например BTCUSDT на бирже Binance и BTCUSDT на бирже Bybit, после чего скрипт получит цены с обеих бирж и сравнит их между собой, рассчитав процентное отклонение между ценами (спред). Такую настройку можно произвести для трех торговых пар. Учитывайте, что скрипт может работать только с теми активами и биржами, которые есть на борту TradingView, и это не мало. По рассчитанному значению спредов на экран выводится линии спредов по трем торговым парам. Линии спредов двигаются между значениями то выше нуля, то ниже. Когда линия спреда ниже нуля это значит что цена на актив на первой бирже меньше, чем на второй. То есть, купив актив на первой бирже и продав его на второй можно заработать (конечно при этом важно учитывать комиссии бирж на совершение данных сделок). Когда линия спреда выше нуля - наоборот. Когда спред равен нулю - цены на обеих биржах одинаковы и арбитражная ситуация отсутствует. Настройки индикатора. Для лучшего визуального представления о текущем значении спреда индикатор имеет возможность задать два пороговых уровня спреда. Первый пороговый уровень – это уровень, ниже которого спред не интересен трейдеру и он не будет рассматривать арбитражные сделки. Второй пороговый уровень – это уровень особенно повышенного спреда. Когда значение спреда превышает второй пороговый уровень над линией спреда будут подписаны значения спреда, а экстремальные значения за заданный пользователем период баров назад будут дополнительно выделены более ярким цветом. Оба пороговых уровня отображаются на графике и пользователь может менять их значения в меню настроек индикатора. Скрипт позволяет оставить на графике только одну линию спреда по одной из трех торговых пар, при этом сохранив отображение индикаторных таблиц по трем торговым парам. Также скрипт позволяет полностью отключить отображение ненужных торговых пар. Если волатильность линий спреда слишком высока и линии спреда от разных торговых пар накладываются друг на друга воспользуйтесь настройкой «Distance between charts» и увеличивайте ее значение до тех пор пока отображение всех трех графиков не станет комфортным. Уведомления. Дополнительно можно настроить пороговое значение спреда, при достижении которого скрипт будет отправлять уведомления от TradingView. Мы назвали это Spread Signal Threshold. Этот пороговый уровень никак не связан с визуальными пороговыми уровнями, описанными выше. Вы можете задать сигнальный уровень превышающий второй визуальный пороговый уровень или сделать его ниже, но важно понимать, что оповещения TradingView будут срабатывать только от превышения именно Spread Signal Threshold. Этот пороговый уровень является общим для всех торговых пар, поэтому уведомления будут приходить при достижении этого уровня спреда по любой из трех торговых пар. Для настройки оповещений откройте вкладку «Оповещения» в меню TradingView справа. Нажмите кнопку «Создать оповещение». Затем в открывшемся окне в строке «Условие» выберете данный индикатор. После чего вы можете задать название данному оповещению и завершить настройку оповещения, нажав кнопку «Создать». Мы, авторы данного скрипта, давно занимаемся арбитражем криптовалюты и, в первую очередь, создавали его для себя и своей каждодневной арбитражной торговли, но это не мешает вам использовать его по своему усмотрению для любых видов активов и на любых рынках. У нас есть более легкая версия индикатора, позволяющая отслеживать спред только по одной торговой паре. Если данный индикатор покажется для вас и вашего устройства слишком тяжелым вы можете воспользоваться более легкой версией . Если, наоборот, возможности вашего железа позволяют, не забывайте, что вы всегда можете добавить себе на экран несколько копий этого индикатора и отслеживать одновременно не 3, а 6-9-12 и тд арбитражных пар одновременно. ;)
Pine Script® indicator
by ArbyTrade
Arbitrage Spread v1 : 1 pair + 1 chart [Arby.Trade]This indicator allows you to track in real time the change in the spread (the difference in the exchange rate) between two assets. How does the indicator work? In the indicator settings menu, the user selects two trading pairs, for example BTCUSDT on the Binance exchange and BTCUSDT on the Bybit exchange, after which the script will receive prices from both exchanges and compare them with each other, calculating the percentage deviation between prices (spread). The script can only work with those assets and exchanges that are on board TradingView. According to the calculated spread value, the spread line is displayed on the screen. This line moves between values above zero and below. When the spread line is below zero, it means that the price of the asset on the first exchange is less than on the second. That is, by buying an asset on the first exchange and selling it on the second one, you can earn money (of course, it is important to take into account the commissions of the exchanges for these transactions). When the spread line is above zero, the opposite is true. When the spread is zero, the prices on both exchanges are the same and there is no arbitrage situation. Indicator settings. For a better visual representation of the current spread value, the indicator has the ability to set two threshold spread levels. The first threshold level is the level below which the spread is not interesting to the trader and he will not consider arbitrage deals. The second threshold level is the level of a particularly high spread. When the spread value exceeds the second threshold level, the spread values will be signed above the spread line, and the extreme values for the user-defined period of bars back will be additionally highlighted in a brighter color. Both threshold levels are displayed on the chart and the user can change their values in the indicator settings menu. Alerts. Additionally, you can set the threshold value of the spread, at which the script will send notifications from TradingView. We called it the Spread Signal Threshold. This threshold level has nothing to do with the visual thresholds described above. You can set a signal level exceeding the second visual threshold or make it lower, but it is important to understand that TradingView alerts will only be triggered if the Spread Signal Threshold is exceeded. To set up alerts, open the "Alerts" tab in the TradingView menu on the right. Click the "Create Alert" button. Then, in the window that opens, select this indicator in the "Condition" line. After that, you can set a name for this alert and complete the notification setup by clicking the "Create" button. We, the authors of this script, have been engaged in cryptocurrency arbitrage for a long time and, first of all, created it for ourselves and our daily arbitrage trading, but this does not prevent you from using it at your discretion for any types of assets and in any markets. -- Данный индикатор позволяет отслеживать в реальном времени изменение спреда (разницы в курсе) между двумя активами. Как устроен индикатор? В меню настроек индикатора пользователь выбирает две торговые пары, например BTCUSDT на бирже Binance и BTCUSDT на бирже Bybit, после чего скрипт получит цены с обеих бирж и сравнит их между собой, рассчитав процентное отклонение между ценами (спред). Скрипт может работать только с теми активами и биржами, которые есть на борту TradingView, и это не мало. По рассчитанному значению спреда на экран выводится линия спреда. Данная линия двигается между значениями то выше нуля, то ниже. Когда линия спреда ниже нуля это значит что цена на актив на первой бирже меньше, чем на второй. То есть, купив актив на первой бирже и продав его на второй можно заработать (конечно при этом важно учитывать комиссии бирж на совершение данных сделок). Когда линия спреда выше нуля - наоборот. Когда спред равен нулю - цены на обеих биржах одинаковы и арбитражная ситуация отсутствует. Настройки индикатора. Для лучшего визуального представления о текущем значении спреда индикатор имеет возможность задать два пороговых уровня спреда. Первый пороговый уровень – это уровень, ниже которого спред не интересен трейдеру и он не будет рассматривать арбитражные сделки. Второй пороговый уровень – это уровень особенно повышенного спреда. Когда значение спреда превышает второй пороговый уровень над линией спреда будут подписаны значения спреда, а экстремальные значения за заданный пользователем период баров назад будут дополнительно выделены более ярким цветом. Оба пороговых уровня отображаются на графике и пользователь может менять их значения в меню настроек индикатора. Уведомления. Дополнительно можно настроить пороговое значение спреда, при достижении которого скрипт будет отправлять уведомления от TradingView. Мы назвали это Spread Signal Threshold. Этот пороговый уровень никак не связан с визуальными пороговыми уровнями, описанными выше. Вы можете задать сигнальный уровень превышающий второй визуальный пороговый уровень или сделать его ниже, но важно понимать, что оповещения TradingView будут срабатывать только от превышения именно Spread Signal Threshold. Для настройки оповещений откройте вкладку «Оповещения» в меню TradingView справа. Нажмите кнопку «Создать оповещение». Затем в открывшемся окне в строке «Условие» выберете данный индикатор. После чего вы можете задать название данному оповещению и завершить настройку оповещения, нажав кнопку «Создать». Мы, авторы данного скрипта, давно занимаемся арбитражем криптовалюты и, в первую очередь, создавали его для себя и своей каждодневной арбитражной торговли, но это не мешает вам использовать его по своему усмотрению для любых видов активов и на любых рынках.
Pine Script® indicator
by ArbyTrade
4
Kimchi Premium / Korean Premium ALL TICKERSKimchi Premium Due to the isolated nature of Korean crypto markets, Koreans pay a hefty premium on most cryptos. (Usually ranging from 3% to 5%). This is colloquially known as the " Kimchi Premium ". Uses The extend of this premium can be used to gauge Korean sentiment towards certain tickers. Most of the insane alt coin rallies that are started by Korean degens are missed by foreign traders entirely. This script seeks to fix that. Notes This script automatically detects your current ticker and compares the USDT pair to the KRW pair after adjusting for exchange rate. Works on all USDT, USDC, BUSD, FDUSD, USD, USDT.P, USDC.P or KRW pairs. Will obviously throw an error if your ticker has no KRW pairing.
Pine Script® indicator
by Powerscooter